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  • Search: subject:"linear pricing model"
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Year of publication
Subject
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CAPM 1 Canadian personal finance sector 1 Efficient market hypothesis 1 Effizienzmarkthypothese 1 Estimation theory 1 Fifth column 1 Financial economics 1 Generalised linear pricing model 1 Kapitalmarkttheorie 1 México 1 Schätztheorie 1 Stochastic process 1 Stochastischer Prozess 1 auto-control 1 automobile market 1 high-dimensional data 1 linear pricing model 1 market efficiency 1 monopolist 1 non-linear pricing model 1 random projection 1 temptation 1
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Online availability
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Undetermined 2 Free 1
Type of publication
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Article 2 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 2 English 1
Author
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Cuevas, Elizabeth 1 Di Giannatale Menegalli, Sonia 1 Feng, Long 1 Heffernan, Shelagh 1 Lan, Wei 1 Luo, Ronghua 1
Institution
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Centro de Investigación y Docencia Económicas (CIDE) 1
Published in...
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International Journal of the Economics of Business 1 Journal of financial econometrics : official journal of the Society for Financial Econometrics 1 Working papers / Centro de Investigación y Docencia Económicas (CIDE) 1
Source
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RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
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Testing high-dimensional linear asset pricing models
Lan, Wei; Feng, Long; Luo, Ronghua - In: Journal of financial econometrics : official journal of … 16 (2018) 2, pp. 191-210
Persistent link: https://www.econbiz.de/10011987758
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Tentación, auto-control y precios no lineales: análisis de un mercado de automóviles en México
Di Giannatale Menegalli, Sonia; Cuevas, Elizabeth - Centro de Investigación y Docencia Económicas (CIDE) - 2007
has a lower discriminating capacity compared to the standard non-linear pricing model. …
Persistent link: https://www.econbiz.de/10010823247
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Cover Image
Competition in the Canadian Personal Finance Sector
Heffernan, Shelagh - In: International Journal of the Economics of Business 1 (1994) 3, pp. 323-338
sector for the period 1987-90. Using a generalised linear pricing model, firm entry is found to be significant in the setting …
Persistent link: https://www.econbiz.de/10009275891
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